arxiveess.SYcs.LG2026-07-24
Trajectory-Regularized Stochastic Optimal Control via KL Divergence
We introduce trajectory-regularized stochastic optimal control (TRSOC), which augments standard stochastic optimal control (SOC) with a Kullback--Leibler (KL) divergence between controlled and reference trajectory distributions. Using Girsanov's theorem, the trajectory KL reduces…